This is a little copy protection device Westwood built into lots of their games..... when the right registry entries aren't there, it kills you. Or if you're playing a multiplayer game and the CD-Keys match on more than two systems, it kills you. Are you running dual boot OS's? If so, you'll need to install it twice, once in each. Also, if the OS's are different (say 98 and XP) you'll need to install it to different places rather than the same place.
If you're only running one version of windows (you appear to be just running XP Home from your profile) then you will need to re-install it. Make sure nothing is running which could stop registry edits while you install, such as Spybot's TeaTimer, or you will get this problem again. Also make sure you don't play around in the registry for a few days after installing - if you have you may have deleted the required keys to make the game work.
The last thing is you may have an illegal copy of the game. If you do, we can't give any form of support to you on the matter of getting the illegal copy to work. Understand this isn't an accusation of any sort, as the copy protection kicks in wrongly sometimes, but due to the nature of this site I need to say it.
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